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Expected Return 0.11 CWP GNE Variance of Returns 0.034 0.014 0.19 Consider a portfolio C in which an investor borrows 100% of her wealth and

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Expected Return 0.11 CWP GNE Variance of Returns 0.034 0.014 0.19 Consider a portfolio C in which an investor borrows 100% of her wealth and invests both her own funds and the borrowed funds in a portfolio P, comprised of 20% in CWP and 80% in GNE. If the risk-free rate is 0.01 and the correlation between CWP and GNE is 0.30, what is the standard deviation of C? Enter your answer in raw decimal form

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